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MISGX vs. MVALX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MISGX vs. MVALX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Meridian Small Cap Growth Fund (MISGX) and Meridian Contrarian Fund (MVALX). The values are adjusted to include any dividend payments, if applicable.

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MISGX vs. MVALX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MISGX
Meridian Small Cap Growth Fund
-10.27%-1.28%13.89%14.02%-24.63%8.55%27.78%18.96%0.40%22.83%
MVALX
Meridian Contrarian Fund
-2.28%17.43%9.73%12.40%-16.67%26.66%23.75%23.66%-7.85%24.88%

Returns By Period

In the year-to-date period, MISGX achieves a -10.27% return, which is significantly lower than MVALX's -2.28% return. Over the past 10 years, MISGX has underperformed MVALX with an annualized return of 7.82%, while MVALX has yielded a comparatively higher 11.80% annualized return.


MISGX

1D
-0.91%
1M
-9.23%
YTD
-10.27%
6M
-9.44%
1Y
0.88%
3Y*
2.45%
5Y*
-2.69%
10Y*
7.82%

MVALX

1D
-1.42%
1M
-10.43%
YTD
-2.28%
6M
-0.05%
1Y
24.18%
3Y*
10.26%
5Y*
5.58%
10Y*
11.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MISGX vs. MVALX - Expense Ratio Comparison

MISGX has a 1.22% expense ratio, which is higher than MVALX's 1.12% expense ratio.


Return for Risk

MISGX vs. MVALX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MISGX
MISGX Risk / Return Rank: 33
Overall Rank
MISGX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
MISGX Sortino Ratio Rank: 55
Sortino Ratio Rank
MISGX Omega Ratio Rank: 55
Omega Ratio Rank
MISGX Calmar Ratio Rank: 11
Calmar Ratio Rank
MISGX Martin Ratio Rank: 11
Martin Ratio Rank

MVALX
MVALX Risk / Return Rank: 5656
Overall Rank
MVALX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MVALX Sortino Ratio Rank: 5353
Sortino Ratio Rank
MVALX Omega Ratio Rank: 4343
Omega Ratio Rank
MVALX Calmar Ratio Rank: 6969
Calmar Ratio Rank
MVALX Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MISGX vs. MVALX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meridian Small Cap Growth Fund (MISGX) and Meridian Contrarian Fund (MVALX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


MISGXMVALXDifference

Sharpe ratio

Return per unit of total volatility

-0.06

0.93

-0.98

Sortino ratio

Return per unit of downside risk

0.08

1.44

-1.36

Omega ratio

Gain probability vs. loss probability

1.01

1.19

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.61

1.57

-2.18

Martin ratio

Return relative to average drawdown

-1.62

6.27

-7.89

MISGX vs. MVALX - Sharpe Ratio Comparison

The current MISGX Sharpe Ratio is -0.06, which is lower than the MVALX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of MISGX and MVALX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MISGXMVALXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

0.93

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.28

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.56

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.58

-0.20

Correlation

The correlation between MISGX and MVALX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MISGX vs. MVALX - Dividend Comparison

MISGX's dividend yield for the trailing twelve months is around 8.79%, less than MVALX's 13.11% yield.


TTM20252024202320222021202020192018201720162015
MISGX
Meridian Small Cap Growth Fund
8.79%7.89%3.76%0.00%14.39%33.08%1.96%5.78%12.50%4.18%0.00%1.62%
MVALX
Meridian Contrarian Fund
13.11%12.81%4.26%5.45%11.45%14.16%4.93%7.94%25.52%10.53%0.52%16.76%

Drawdowns

MISGX vs. MVALX - Drawdown Comparison

The maximum MISGX drawdown since its inception was -41.11%, smaller than the maximum MVALX drawdown of -50.65%. Use the drawdown chart below to compare losses from any high point for MISGX and MVALX.


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Drawdown Indicators


MISGXMVALXDifference

Max Drawdown

Largest peak-to-trough decline

-41.11%

-50.65%

+9.54%

Max Drawdown (1Y)

Largest decline over 1 year

-13.54%

-14.19%

+0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-37.70%

-24.80%

-12.90%

Max Drawdown (10Y)

Largest decline over 10 years

-41.11%

-42.06%

+0.95%

Current Drawdown

Current decline from peak

-21.64%

-11.53%

-10.11%

Average Drawdown

Average peak-to-trough decline

-11.27%

-7.15%

-4.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.45%

4.11%

+5.34%

Volatility

MISGX vs. MVALX - Volatility Comparison

The current volatility for Meridian Small Cap Growth Fund (MISGX) is 5.40%, while Meridian Contrarian Fund (MVALX) has a volatility of 6.52%. This indicates that MISGX experiences smaller price fluctuations and is considered to be less risky than MVALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MISGXMVALXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

6.52%

-1.12%

Volatility (6M)

Calculated over the trailing 6-month period

12.40%

14.00%

-1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

23.70%

24.94%

-1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.28%

20.52%

+0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.17%

21.30%

-0.13%